Search results for: technical trading signal
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1890

Search results for: technical trading signal

1740 3D Printing Technology in Housing Projects Construction

Authors: Mohammed F. Haddad, Mohammad A. Albenayyan

Abstract:

Realistically, 3-D printing as a technology has not yet reached the required maturity level to handle construction housing projects for citizens on a country scale. However, potentially, it has all of the required elements for addressing this issue. There are two main high-level elements of this technology that need to be capitalized on in order for the technology to reach its full potential: technical and logistical. This paper aims to cover how 3-D printing can be a viable technical solution for housing projects and describes the impact of 3-D printing technical features on the logistical aspects of completing a housing project. Additionally, a perspective about 3-D printing in Saudi Arabia will be presented in order to give the reader an idea of where the Kingdom stands in the deployment of this technology. Finally, a glimpse will be given regarding the potential utilization of this technology for space applications.

Keywords: Large-scale 3-D printing, additive manufacturing, D-shape, contour crafting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 716
1739 An Inter-banking Auditing Security Solution for Detecting Unauthorised Financial Transactions entered by Authorised Insiders

Authors: C. A. Corzo, N. Zhang, F. Corzo

Abstract:

Insider abuse has recently been reported as one of the more frequently occurring security incidents, suggesting that more security is required for detecting and preventing unauthorised financial transactions entered by authorised users. To address the problem, and based on the observation that all authorised interbanking financial transactions trigger or are triggered by other transactions in a workflow, we have developed a security solution based on a redefined understanding of an audit workflow. One audit workflow where there is a log file containing the complete workflow activity of financial transactions directly related to one financial transaction (an electronic deal recorded at an e-trading system). The new security solution contemplates any two parties interacting on the basis of financial transactions recorded by their users in related but distinct automated financial systems. In the new definition interorganizational and intra-organization interactions can be described in one unique audit trail. This concept expands the current ideas of audit trails by adapting them to actual e-trading workflow activity, i.e. intra-organizational and inter-organizational activity. With the above, a security auditing service is designed to detect integrity drifts with and between organizations in order to detect unauthorised financial transactions entered by authorised users.

Keywords: Intrusion Detection and Prevention, Authentica-transtionand Identification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1515
1738 Removing Ocular Artifacts from EEG Signals using Adaptive Filtering and ARMAX Modeling

Authors: Parisa Shooshtari, Gelareh Mohamadi, Behnam Molaee Ardekani, Mohammad Bagher Shamsollahi

Abstract:

EEG signal is one of the oldest measures of brain activity that has been used vastly for clinical diagnoses and biomedical researches. However, EEG signals are highly contaminated with various artifacts, both from the subject and from equipment interferences. Among these various kinds of artifacts, ocular noise is the most important one. Since many applications such as BCI require online and real-time processing of EEG signal, it is ideal if the removal of artifacts is performed in an online fashion. Recently, some methods for online ocular artifact removing have been proposed. One of these methods is ARMAX modeling of EEG signal. This method assumes that the recorded EEG signal is a combination of EOG artifacts and the background EEG. Then the background EEG is estimated via estimation of ARMAX parameters. The other recently proposed method is based on adaptive filtering. This method uses EOG signal as the reference input and subtracts EOG artifacts from recorded EEG signals. In this paper we investigate the efficiency of each method for removing of EOG artifacts. A comparison is made between these two methods. Our undertaken conclusion from this comparison is that adaptive filtering method has better results compared with the results achieved by ARMAX modeling.

Keywords: Ocular Artifacts, EEG, Adaptive Filtering, ARMAX

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1868
1737 A Compact Pi Network for Reducing Bit Error Rate in Dispersive FIR Channel Noise Model

Authors: Kavita Burse, R.N. Yadav, S.C. Shrivastava, Vishnu Pratap Singh Kirar

Abstract:

During signal transmission, the combined effect of the transmitter filter, the transmission medium, and additive white Gaussian noise (AWGN) are included in the channel which distort and add noise to the signal. This causes the well defined signal constellation to spread causing errors in bit detection. A compact pi neural network with minimum number of nodes is proposed. The replacement of summation at each node by multiplication results in more powerful mapping. The resultant pi network is tested on six different channels.

Keywords: Additive white Gaussian noise, digitalcommunication system, multiplicative neuron, Pi neural network.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1640
1736 MITAutomatic ECG Beat Tachycardia Detection Using Artificial Neural Network

Authors: R. Amandi, A. Shahbazi, A. Mohebi, M. Bazargan, Y. Jaberi, P. Emadi, A. Valizade

Abstract:

The application of Neural Network for disease diagnosis has made great progress and is widely used by physicians. An Electrocardiogram carries vital information about heart activity and physicians use this signal for cardiac disease diagnosis which was the great motivation towards our study. In our work, tachycardia features obtained are used for the training and testing of a Neural Network. In this study we are using Fuzzy Probabilistic Neural Networks as an automatic technique for ECG signal analysis. As every real signal recorded by the equipment can have different artifacts, we needed to do some preprocessing steps before feeding it to our system. Wavelet transform is used for extracting the morphological parameters of the ECG signal. The outcome of the approach for the variety of arrhythmias shows the represented approach is superior than prior presented algorithms with an average accuracy of about %95 for more than 7 tachy arrhythmias.

Keywords: Fuzzy Logic, Probabilistic Neural Network, Tachycardia, Wavelet Transform.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2255
1735 High Quality Speech Coding using Combined Parametric and Perceptual Modules

Authors: M. Kulesza, G. Szwoch, A. Czyżewski

Abstract:

A novel approach to speech coding using the hybrid architecture is presented. Advantages of parametric and perceptual coding methods are utilized together in order to create a speech coding algorithm assuring better signal quality than in traditional CELP parametric codec. Two approaches are discussed. One is based on selection of voiced signal components that are encoded using parametric algorithm, unvoiced components that are encoded perceptually and transients that remain unencoded. The second approach uses perceptual encoding of the residual signal in CELP codec. The algorithm applied for precise transient selection is described. Signal quality achieved using the proposed hybrid codec is compared to quality of some standard speech codecs.

Keywords: CELP residual coding, hybrid codec architecture, perceptual speech coding, speech codecs comparison.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1498
1734 Computing Fractal Dimension of Signals using Multiresolution Box-counting Method

Authors: B. S. Raghavendra, D. Narayana Dutt

Abstract:

In this paper, we have developed a method to compute fractal dimension (FD) of discrete time signals, in the time domain, by modifying the box-counting method. The size of the box is dependent on the sampling frequency of the signal. The number of boxes required to completely cover the signal are obtained at multiple time resolutions. The time resolutions are made coarse by decimating the signal. The loglog plot of total number of boxes required to cover the curve versus size of the box used appears to be a straight line, whose slope is taken as an estimate of FD of the signal. The results are provided to demonstrate the performance of the proposed method using parametric fractal signals. The estimation accuracy of the method is compared with that of Katz, Sevcik, and Higuchi methods. In addition, some properties of the FD are discussed.

Keywords: Box-counting, Fractal dimension, Higuchi method, Katz method, Parametric fractal signals, Sevcik method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4562
1733 Analytical Analysis of Image Representation by Their Discrete Wavelet Transform

Authors: R. M. Farouk

Abstract:

In this paper, we present an analytical analysis of the representation of images as the magnitudes of their transform with the discrete wavelets. Such a representation plays as a model for complex cells in the early stage of visual processing and of high technical usefulness for image understanding, because it makes the representation insensitive to small local shifts. We found that if the signals are band limited and of zero mean, then reconstruction from the magnitudes is unique up to the sign for almost all signals. We also present an iterative reconstruction algorithm which yields very good reconstruction up to the sign minor numerical errors in the very low frequencies.

Keywords: Wavelets, Image processing signal processing, Image reconstruction

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1367
1732 Non-Rigid Registration of Medical Images Using an Automated Method

Authors: Panos Kotsas

Abstract:

This paper presents the application of a signal intensity independent registration criterion for non-rigid body registration of medical images. The criterion is defined as the weighted ratio image of two images. The ratio is computed on a voxel per voxel basis and weighting is performed by setting the ratios between signal and background voxels to a standard high value. The mean squared value of the weighted ratio is computed over the union of the signal areas of the two images and it is minimized using the Chebyshev polynomial approximation. The geometric transformation model adopted is a local cubic B-splines based model.

Keywords: Medical image, non-rigid, registration.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1421
1731 Electrocardiogram Signal Denoising Using a Hybrid Technique

Authors: R. Latif, W. Jenkal, A. Toumanari, A. Hatim

Abstract:

This paper presents an efficient method of electrocardiogram signal denoising based on a hybrid approach. Two techniques are brought together to create an efficient denoising process. The first is an Adaptive Dual Threshold Filter (ADTF) and the second is the Discrete Wavelet Transform (DWT). The presented approach is based on three steps of denoising, the DWT decomposition, the ADTF step and the highest peaks correction step. This paper presents some application of the approach on some electrocardiogram signals of the MIT-BIH database. The results of these applications are promising compared to other recently published techniques.

Keywords: Hybrid technique, ADTF, DWT, tresholding, ECG signal.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1166
1730 Online Prediction of Nonlinear Signal Processing Problems Based Kernel Adaptive Filtering

Authors: Hamza Nejib, Okba Taouali

Abstract:

This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.

Keywords: KLMS, online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1028
1729 Efficient Filtering of Graph Based Data Using Graph Partitioning

Authors: Nileshkumar Vaishnav, Aditya Tatu

Abstract:

An algebraic framework for processing graph signals axiomatically designates the graph adjacency matrix as the shift operator. In this setup, we often encounter a problem wherein we know the filtered output and the filter coefficients, and need to find out the input graph signal. Solution to this problem using direct approach requires O(N3) operations, where N is the number of vertices in graph. In this paper, we adapt the spectral graph partitioning method for partitioning of graphs and use it to reduce the computational cost of the filtering problem. We use the example of denoising of the temperature data to illustrate the efficacy of the approach.

Keywords: Graph signal processing, graph partitioning, inverse filtering on graphs, algebraic signal processing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1191
1728 A New Technique for Multi Resolution Characterization of Epileptic Spikes in EEG

Authors: H. N. Suresh, Dr. V. Udaya Shankara

Abstract:

A technique proposed for the automatic detection of spikes in electroencephalograms (EEG). A multi-resolution approach and a non-linear energy operator are exploited. The signal on each EEG channel is decomposed into three sub bands using a non-decimated wavelet transform (WT). The WT is a powerful tool for multi-resolution analysis of non-stationary signal as well as for signal compression, recognition and restoration. Each sub band is analyzed by using a non-linear energy operator, in order to detect spikes. A decision rule detects the presence of spikes in the EEG, relying upon the energy of the three sub-bands. The effectiveness of the proposed technique was confirmed by analyzing both test signals and EEG layouts.

Keywords: EEG, Spike, SNEO, Wavelet Transform

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1345
1727 Recognition of Isolated Speech Signals using Simplified Statistical Parameters

Authors: Abhijit Mitra, Bhargav Kumar Mitra, Biswajoy Chatterjee

Abstract:

We present a novel scheme to recognize isolated speech signals using certain statistical parameters derived from those signals. The determination of the statistical estimates is based on extracted signal information rather than the original signal information in order to reduce the computational complexity. Subtle details of these estimates, after extracting the speech signal from ambience noise, are first exploited to segregate the polysyllabic words from the monosyllabic ones. Precise recognition of each distinct word is then carried out by analyzing the histogram, obtained from these information.

Keywords: Isolated speech signals, Block overlapping technique, Positive peaks, Histogram analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1401
1726 Generator Damage Recognition Based on Artificial Neural Network

Authors: Chang-Hung Hsu, Chun-Yao Lee, Guan-Lin Liao, Yung-Tsan Jou, Jin-Maun Ho, Yu-Hua Hsieh, Yi-Xing Shen

Abstract:

This article simulates the wind generator set which has two fault bearing collar rail destruction and the gear box oil leak fault. The electric current signal which produced by the generator, We use Empirical Mode Decomposition (EMD) as well as Fast Fourier Transform (FFT) obtains the frequency range-s signal figure and characteristic value. The last step is use a kind of Artificial Neural Network (ANN) classifies which determination fault signal's type and reason. The ANN purpose of the automatic identification wind generator set fault..

Keywords: Wind-driven generator, Fast Fourier Transform, Neural network

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1736
1725 Development and Assessment of the Competence Creativity Applied to Technical Drawing

Authors: Maria J. Garcia-Garcia, Concepcion Gonzalez-Garcia, Gabriel A. Dorado, Luis J. Fernandez

Abstract:

The results obtained after incorporating the competence “creativity" to the subject Technical Drawing of the first course of the Degree in Forestry, Technical University of Madrid, are presented in this study.At first, learning activities which could serve two functions at the same time -developing students- creativity and developing other specific competences of the subject- were considered. Besides, changes in the assessment procedure were made and a method which analyzes two aspects of the assessment of the competence creativity was established. On the one hand, the products are evaluated by analyzing the outcomes obtained by students in the essays suggested and by establishing a parameter to assess the creativity expressed in those essays. On the other, an assessment of the student is directly carried out through a psychometric test which has been previously chosen by the team.Moreover, these results can be applied to similar or could be of general application.

Keywords: assessment competence, assessment creativity, creativity, generic competences

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1527
1724 Multistage Condition Monitoring System of Aircraft Gas Turbine Engine

Authors: A. M. Pashayev, D. D. Askerov, C. Ardil, R. A. Sadiqov, P. S. Abdullayev

Abstract:

Researches show that probability-statistical methods application, especially at the early stage of the aviation Gas Turbine Engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods is considered. According to the purpose of this problem training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. For GTE technical condition more adequate model making dynamics of skewness and kurtosis coefficients- changes are analysed. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE work parameters have fuzzy character. Hence consideration of fuzzy skewness and kurtosis coefficients is expedient. Investigation of the basic characteristics changes- dynamics of GTE work parameters allows drawing conclusion on necessity of the Fuzzy Statistical Analysis at preliminary identification of the engines' technical condition. Researches of correlation coefficients values- changes shows also on their fuzzy character. Therefore for models choice the application of the Fuzzy Correlation Analysis results is offered. At the information sufficiency is offered to use recurrent algorithm of aviation GTE technical condition identification (Hard Computing technology is used) on measurements of input and output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stageby- stage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine technical condition was made.

Keywords: aviation gas turbine engine, technical condition, fuzzy logic, neural networks, fuzzy statistics

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1546
1723 Study on Performance of Wigner Ville Distribution for Linear FM and Transient Signal Analysis

Authors: Azeemsha Thacham Poyil, Nasimudeen KM

Abstract:

This research paper presents some methods to assess the performance of Wigner Ville Distribution for Time-Frequency representation of non-stationary signals, in comparison with the other representations like STFT, Spectrogram etc. The simultaneous timefrequency resolution of WVD is one of the important properties which makes it preferable for analysis and detection of linear FM and transient signals. There are two algorithms proposed here to assess the resolution and to compare the performance of signal detection. First method is based on the measurement of area under timefrequency plot; in case of a linear FM signal analysis. A second method is based on the instantaneous power calculation and is used in case of transient, non-stationary signals. The implementation is explained briefly for both methods with suitable diagrams. The accuracy of the measurements is validated to show the better performance of WVD representation in comparison with STFT and Spectrograms.

Keywords: WVD: Wigner Ville Distribution, STFT: Short Time Fourier Transform, FT: Fourier Transform, TFR: Time-Frequency Representation, FM: Frequency Modulation, LFM Signal: Linear FM Signal, JTFA: Joint time frequency analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2391
1722 Rigid and Non-rigid Registration of Binary Objects using the Weighted Ratio Image

Authors: Panos Kotsas, Tony Dodd

Abstract:

This paper presents the application of a signal intensity independent similarity criterion for rigid and non-rigid body registration of binary objects. The criterion is defined as the weighted ratio image of two images. The ratio is computed on a voxel per voxel basis and weighting is performed by setting the raios between signal and background voxels to a standard high value. The mean squared value of the weighted ratio is computed over the union of the signal areas of the two images and it is minimized using the Chebyshev polynomial approximation.

Keywords: rigid and non-rigid body registration, binary objects

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1305
1721 Analysis of Electrocardiograph (ECG) Signal for the Detection of Abnormalities Using MATLAB

Authors: Durgesh Kumar Ojha, Monica Subashini

Abstract:

The proposed method is to study and analyze Electrocardiograph (ECG) waveform to detect abnormalities present with reference to P, Q, R and S peaks. The first phase includes the acquisition of real time ECG data. In the next phase, generation of signals followed by pre-processing. Thirdly, the procured ECG signal is subjected to feature extraction. The extracted features detect abnormal peaks present in the waveform Thus the normal and abnormal ECG signal could be differentiated based on the features extracted. The work is implemented in the most familiar multipurpose tool, MATLAB. This software efficiently uses algorithms and techniques for detection of any abnormalities present in the ECG signal. Proper utilization of MATLAB functions (both built-in and user defined) can lead us to work with ECG signals for processing and analysis in real time applications. The simulation would help in improving the accuracy and the hardware could be built conveniently.

Keywords: ECG Waveform, Peak Detection, Arrhythmia, Matlab.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11962
1720 Comparative Economic Analysis of Floating Photovoltaic Systems Using a Synthesis Approach

Authors: Ching-Feng Chen, Shih-Kai Chen

Abstract:

The Floating Photovoltaic (FPV) system highlights economic benefits and energy performance to carbon dioxide (CO2) discharges. Due to land resource scarcity and many negligent water territories, such as reservoirs, dams, and lakes in Japan and Taiwan, both countries are actively developing FPV and responding to the pricing of the emissions trading systems (ETS). This paper performs a case study through a synthesis approach to compare the economic indicators between the FPVs of Taiwan’s Agongdian Reservoir and Japan’s Yamakura Dam. The research results show that the metrics of the system capacity, installation costs, bank interest rates, and ETS and Electricity Bills affect FPV operating gains. In the post-Feed-In-Tariff (FIT) phase, investing in FPV in Japan is more profitable than in Taiwan. The former’s positive net present value (NPV), eminent internal rate of return (IRR) (11.6%), and benefit-cost ratio (BCR) above 1 (2.0) at the discount rate of 10% indicate that investing the FPV in Japan is more favorable than in Taiwan. In addition, the breakeven point is modest (about 61.3%). The presented methodology in the study helps investors evaluate schemes’ pros and cons and determine whether a decision is beneficial while funding PV or FPV projects.

Keywords: Carbon Border Adjustment Mechanism, Floating Photovoltaic, Emissions Trading Systems, Net Present Value, NPV, Internal Rate of Return, IRR, Benefit-Cost Ratio.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 104
1719 Energy Distribution of EEG Signals: EEG Signal Wavelet-Neural Network Classifier

Authors: I. Omerhodzic, S. Avdakovic, A. Nuhanovic, K. Dizdarevic

Abstract:

In this paper, a wavelet-based neural network (WNN) classifier for recognizing EEG signals is implemented and tested under three sets EEG signals (healthy subjects, patients with epilepsy and patients with epileptic syndrome during the seizure). First, the Discrete Wavelet Transform (DWT) with the Multi-Resolution Analysis (MRA) is applied to decompose EEG signal at resolution levels of the components of the EEG signal (δ, θ, α, β and γ) and the Parseval-s theorem are employed to extract the percentage distribution of energy features of the EEG signal at different resolution levels. Second, the neural network (NN) classifies these extracted features to identify the EEGs type according to the percentage distribution of energy features. The performance of the proposed algorithm has been evaluated using in total 300 EEG signals. The results showed that the proposed classifier has the ability of recognizing and classifying EEG signals efficiently.

Keywords: Epilepsy, EEG, Wavelet transform, Energydistribution, Neural Network, Classification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1942
1718 Understanding the Discharge Activities in Transformer Oil under AC and DC Voltage Adopting UHF Technique

Authors: R. Sarathi, G. Koperundevi

Abstract:

Design of Converter transformer insulation is a major challenge. The insulation of these transformers is stressed by both AC and DC voltages. Particle contamination is one of the major problems in insulation structures, as they generate partial discharges leading it to major failure of insulation. Similarly corona discharges occur in transformer insulation. This partial discharge due to particle movement / corona formation in insulation structure under different voltage wave shapes, are different. In the present study, UHF technique is adopted to understand the discharge activity and could be realized that the characteristics of UHF signal generated under low and high fields are different. In the case of corona generated signal, the frequency content of the UHF sensor output lies in the range 0.3-1.2 GHz and is not much varied except for its increase in magnitude of discharge with the increase in applied voltage. It is realized that the current signal injected due to partial discharges/corona is about 4ns duration measured for first one half cycle. Wavelet technique is adopted in the present study. It allows one to identify the frequency content present in the signal at different instant of time. The STD-MRA analysis helps one to identify the frequency band in which the energy content of the UHF signal is maximum.

Keywords: Contamination, Insulation, Partial Discharges, Transformer oil, UHF sensors.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3812
1717 A New Fuzzy DSS/ES for Stock Portfolio Selection using Technical and Fundamental Approaches in Parallel

Authors: H. Zarei, M. H. Fazel Zarandi, M. Karbasian

Abstract:

A Decision Support System/Expert System for stock portfolio selection presented where at first step, both technical and fundamental data used to estimate technical and fundamental return and risk (1st phase); Then, the estimated values are aggregated with the investor preferences (2nd phase) to produce convenient stock portfolio. In the 1st phase, there are two expert systems, each of which is responsible for technical or fundamental estimation. In the technical expert system, for each stock, twenty seven candidates are identified and with using rough sets-based clustering method (RC) the effective variables have been selected. Next, for each stock two fuzzy rulebases are developed with fuzzy C-Mean method and Takai-Sugeno- Kang (TSK) approach; one for return estimation and the other for risk. Thereafter, the parameters of the rule-bases are tuned with backpropagation method. In parallel, for fundamental expert systems, fuzzy rule-bases have been identified in the form of “IF-THEN" rules through brainstorming with the stock market experts and the input data have been derived from financial statements; as a result two fuzzy rule-bases have been generated for all the stocks, one for return and the other for risk. In the 2nd phase, user preferences represented by four criteria and are obtained by questionnaire. Using an expert system, four estimated values of return and risk have been aggregated with the respective values of user preference. At last, a fuzzy rule base having four rules, treats these values and produce a ranking score for each stock which will lead to a satisfactory portfolio for the user. The stocks of six manufacturing companies and the period of 2003-2006 selected for data gathering.

Keywords: Stock Portfolio Selection, Fuzzy Rule-Base ExpertSystems, Financial Decision Support Systems, Technical Analysis, Fundamental Analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1822
1716 Enhanced Gram-Schmidt Process for Improving the Stability in Signal and Image Processing

Authors: Mario Mastriani, Marcelo Naiouf

Abstract:

The Gram-Schmidt Process (GSP) is used to convert a non-orthogonal basis (a set of linearly independent vectors) into an orthonormal basis (a set of orthogonal, unit-length vectors). The process consists of taking each vector and then subtracting the elements in common with the previous vectors. This paper introduces an Enhanced version of the Gram-Schmidt Process (EGSP) with inverse, which is useful for signal and image processing applications.

Keywords: Digital filters, digital signal and image processing, Gram-Schmidt Process, orthonormalization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2855
1715 Small Signal Stability Assessment of MEPE Test System in Free and Open Source Software

Authors: Kyaw Myo Lin

Abstract:

This paper presents small signal stability study carried over the 140-Bus, 31-Machine, 5-Area MEPE system and validated on free and open source software: PSAT. Well-established linearalgebra analysis, eigenvalue analysis, is employed to determine the small signal dynamic behavior of test system. The aspects of local and interarea oscillations which may affect the operation and behavior of power system are analyzed. Eigenvalue analysis is carried out to investigate the small signal behavior of test system and the participation factors have been determined to identify the participation of the states in the variation of different mode shapes. Also, the variations in oscillatory modes are presented to observe the damping performance of the test system.

Keywords: Eigenvalue analysis, Mode shapes, MEPE test system, Participation factors, Power System oscillations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2392
1714 A Quantitative Analysis of GSM Air Interface Based on Radiating Columns and Prediction Model

Authors: K. M. Doraiswamy, Lakshminarayana Merugu, B. C. Jinaga

Abstract:

This paper explains the cause of nonlinearity in floor attenuation hither to left unexplained. The performance degradation occurring in air interface for GSM signals is quantitatively analysed using the concept of Radiating Columns of buildings. The signal levels were measured using Wireless Network Optimising Drive Test Tool (E6474A of Agilent Technologies). The measurements were taken in reflected signal environment under usual fading conditions on actual GSM signals radiated from base stations. A mathematical model is derived from the measurements to predict the GSM signal levels in different floors. It was applied on three buildings and found that the predicted signal levels deviated from the measured levels with in +/- 2 dB for all floors. It is more accurate than the prediction models based on Floor Attenuation Factor. It can be used for planning proper indoor coverage in multi storey buildings.

Keywords: GSM air interface, nonlinear attenuation, multistory building, radiating columns, ground conduction and floor attenuation factor.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1545
1713 Cyclostationary Gaussian Linearization for Analyzing Nonlinear System Response under Sinusoidal Signal and White Noise Excitation

Authors: R. J. Chang

Abstract:

A cyclostationary Gaussian linearization method is formulated for investigating the time average response of nonlinear system under sinusoidal signal and white noise excitation. The quantitative measure of cyclostationary mean, variance, spectrum of mean amplitude, and mean power spectral density of noise are analyzed. The qualitative response behavior of stochastic jump and bifurcation are investigated. The validity of the present approach in predicting the quantitative and qualitative statistical responses is supported by utilizing Monte Carlo simulations. The present analysis without imposing restrictive analytical conditions can be directly derived by solving non-linear algebraic equations. The analytical solution gives reliable quantitative and qualitative prediction of mean and noise response for the Duffing system subjected to both sinusoidal signal and white noise excitation.

Keywords: Cyclostationary, Duffing system, Gaussian linearization, sinusoidal signal and white noise.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1966
1712 Analysis of the EEG Signal for a Practical Biometric System

Authors: Muhammad Kamil Abdullah, Khazaimatol S Subari, Justin Leo Cheang Loong, Nurul Nadia Ahmad

Abstract:

This paper discusses the effectiveness of the EEG signal for human identification using four or less of channels of two different types of EEG recordings. Studies have shown that the EEG signal has biometric potential because signal varies from person to person and impossible to replicate and steal. Data were collected from 10 male subjects while resting with eyes open and eyes closed in 5 separate sessions conducted over a course of two weeks. Features were extracted using the wavelet packet decomposition and analyzed to obtain the feature vectors. Subsequently, the neural networks algorithm was used to classify the feature vectors. Results show that, whether or not the subjects- eyes were open are insignificant for a 4– channel biometrics system with a classification rate of 81%. However, for a 2–channel system, the P4 channel should not be included if data is acquired with the subjects- eyes open. It was observed that for 2– channel system using only the C3 and C4 channels, a classification rate of 71% was achieved.

Keywords: Biometric, EEG, Wavelet Packet Decomposition, NeuralNetworks

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3000
1711 Incorporation of Long-Term Redundancy in ECG Time Domain Compression Methods through Curve Simplification and Block-Sorting

Authors: Bachir Boucheham, Youcef Ferdi, Mohamed Chaouki Batouche

Abstract:

We suggest a novel method to incorporate longterm redundancy (LTR) in signal time domain compression methods. The proposition is based on block-sorting and curve simplification. The proposition is illustrated on the ECG signal as a post-processor for the FAN method. Test applications on the new so-obtained FAN+ method using the MIT-BIH database show substantial improvement of the compression ratio-distortion behavior for a higher quality reconstructed signal.

Keywords: ECG compression, Long-term redundancy, Block-sorting, Curve Simplification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1498